Two essays on the predictability of asset prices: "Benchmarking problems and long horizon abnormal returns" and, "Low R square in the cross section of expected returns"
Year of publication: |
2007-05-18
|
---|---|
Authors: | Sanchez, Benito |
Publisher: |
UNO |
Subject: | Asset pricing | predictability | cross sectional R square |
-
Sanchez, Benito, (2007)
-
Gambling, risk appetite and asset pricing
de Carvalho, Carlos Viana, (2018)
-
Predictability and the cross-section of expected returns: A challenge for asset pricing models
Schlag, Christian, (2020)
- More ...
-
Sanchez, Benito, (2007)
-
Control y regulación de la sociedad anónima
Arruñada, Benito, (1990)
-
How enforcement institutions affect markets
Arruñada, Benito, (2007)
- More ...